+190.2%
SHEL vs BIL
+19.4%
+170.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.6% |
| 7D | +1.9% | +0.1% | +1.9% | +2.1% |
| 30D | +8.7% | +0.3% | +8.4% | +9.2% |
| 3M | +11.0% | +0.9% | +10.1% | +12.8% |
| 6M | +14.6% | +1.8% | +12.7% | +18.1% |
| YTD | +33.3% | +2.5% | +30.8% | +39.0% |
| 1Y | +37.9% | +3.7% | +34.2% | +48.3% |
| 3Y | +69.7% | +14.1% | +55.7% | +132.6% |
| 5Y | +190.2% | +19.4% | +170.7% | +413.0% |
| All | +190.2% | +19.4% | +170.7% | +413.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BIL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling